From 38ba90e0046f75796a02fab694e7ff11d8649b75 Mon Sep 17 00:00:00 2001
From: ratto <ratto@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Mon, 20 Apr 2009 12:09:44 +0000
Subject: [PATCH] Traps for bad x values in optimizer.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2611 ac1d8469-bf42-47a9-8791-bf33cf982152
---
 matlab/mr_gstep.m   |  4 ++++
 matlab/mr_hessian.m | 16 ++++++++++++++--
 matlab/newrat.m     |  4 ++++
 3 files changed, 22 insertions(+), 2 deletions(-)

diff --git a/matlab/mr_gstep.m b/matlab/mr_gstep.m
index 7c36e1017..6a0e7f927 100644
--- a/matlab/mr_gstep.m
+++ b/matlab/mr_gstep.m
@@ -89,7 +89,11 @@ while i<n,
                 h1(i)= htol/abs(dx(it))*h1(i);
                 xh1(i)=x(i)+h1(i);
             end
+            try
             fx = feval(func,xh1,varargin{:});
+            catch
+              fx=1.e8;
+            end
             it=it+1;
             dx(it)=(fx-f0);
             h0(it)=h1(i);
diff --git a/matlab/mr_hessian.m b/matlab/mr_hessian.m
index 9f56e6d75..9b82aad09 100644
--- a/matlab/mr_hessian.m
+++ b/matlab/mr_hessian.m
@@ -77,7 +77,11 @@ while i<n,
     hcheck=0;
     dx=[];
     xh1(i)=x(i)+h1(i);
-    [fx, ffx]=feval(func,xh1,varargin{:});
+    try
+      [fx, ffx]=feval(func,xh1,varargin{:});
+    catch
+      fx=1.e8;
+    end
     it=1;
     dx=(fx-f0);
     ic=0;
@@ -116,12 +120,20 @@ while i<n,
 %                 c=mr_nlincon(xh1,varargin{:});        
 %                 ic=1;
 %             end  
+            try 
             [fx, ffx]=feval(func,xh1,varargin{:});
+            catch
+              fx=1.e8;
+            end
         end
         if abs(dx(it))>(2*htol),
             h1(i)= htol/abs(dx(it))*h1(i);
             xh1(i)=x(i)+h1(i);
-            [fx, ffx]=feval(func,xh1,varargin{:});
+            try
+              [fx, ffx]=feval(func,xh1,varargin{:});
+            catch
+              fx=1.e8;
+            end
             while (fx-f0)==0,
                 h1(i)= h1(i)*2;
                 xh1(i)=x(i)+h1(i);
diff --git a/matlab/newrat.m b/matlab/newrat.m
index 87d353bfb..7e5992243 100644
--- a/matlab/newrat.m
+++ b/matlab/newrat.m
@@ -197,7 +197,11 @@ while norm(gg)>gtol & check==0 & jit<nit,
         end
         
         if norm(x(:,icount)-xparam1)>1.e-12,
+          try 
             save m1 x fval0 nig -append
+          catch
+            save m1 x fval0 nig 
+          end
             [dum, gg, htol0, igg, hhg]=mr_hessian(func_hh,xparam1,flagit,htol,varargin{:});
             if htol0>htol, %ftol,
                 %ftol=htol0;